Assuming that d(x) is equal to x, (I don't know a d() function in R) these should be the same.
log(a/b) = log(a) - log(b) = diff(log(c(a,b)) If you mean simple returns instead of continuous/log returns, perhaps try this: x[-1]/x[-length(x)] - 1 Michael On Mon, Oct 24, 2011 at 11:44 AM, tynashy <tyna...@yahoo.co.uk> wrote: > how do I code the following in R. I want to produce a vector where dx=log( > (d(x))/(d(x-1)) ). I can do it for dx=diff(log(x)). I am learning/trying to > model log returns of a stock market index. But instead of using the > difference of the closing values of two consecutive days, i want to use the > log of the quotient of the two days. any help is most appreciated. d is a > vector of the closing values of the stock market index of length 5000. > > -- > View this message in context: > http://r.789695.n4.nabble.com/new-to-R-coding-tp3933588p3933588.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.